Model selection when there are multiple breaks
Jennifer L. Castle; Jurgen A. Doornik; David F. Hendry
| Year of publication: |
2012
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|---|---|
| Authors: | Castle, Jennifer ; Doornik, Jurgen A. ; Hendry, David F. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 2, p. 239-246
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| Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009671313